MCMC_Toy

Toy models for varioius MCMC methods, standard Markov-chain Mote Carlo (MCMC), Parallel tempering (PT), and Hamiltonian Monre Calro (HMC). Each progaram draws samples in accordance with a certain probability distribution p(x,y) expressed as below:

MCMC

• command: bin/mcmc_toy
• output: mcmc.out

Parallel Tempering

• command: mpirun -np 20 bin/pt_toy
• output: pt.out

Hamiltonian MC

• command: bin/hmc_toy
• output: hmc.out

Install

• Just type make
• Needs mpif90 that is linked to gfortran for PT

Tuning parameter

• Can be tweak in src/params.f90
• Need re-compilation after changing parameters

Output

• format: x, y, probability (w/o normalization constant)